QORIA (Australia) Market Value
| QOR Stock | 0.45 0.01 2.27% |
| Symbol | QORIA |
QORIA 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to QORIA's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of QORIA.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in QORIA on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding QORIA or generate 0.0% return on investment in QORIA over 90 days. QORIA is related to or competes with Collins Foods, Sun Silver, and Andean Silver. QORIA is entity of Australia. It is traded as Stock on AU exchange. More
QORIA Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure QORIA's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess QORIA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.22 | |||
| Information Ratio | 0.102 | |||
| Maximum Drawdown | 10.82 | |||
| Value At Risk | (4.44) | |||
| Potential Upside | 5.0 |
QORIA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for QORIA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as QORIA's standard deviation. In reality, there are many statistical measures that can use QORIA historical prices to predict the future QORIA's volatility.| Risk Adjusted Performance | 0.1502 | |||
| Jensen Alpha | 0.3332 | |||
| Total Risk Alpha | 0.0274 | |||
| Sortino Ratio | 0.0861 | |||
| Treynor Ratio | 0.7151 |
QORIA Backtested Returns
QORIA appears to be abnormally volatile, given 3 months investment horizon. QORIA maintains Sharpe Ratio (i.e., Efficiency) of 0.2, which implies the firm had a 0.2 % return per unit of standard deviation over the last 3 months. By reviewing QORIA's technical indicators, you can evaluate if the expected return of 0.53% is justified by implied risk. Please evaluate QORIA's Risk Adjusted Performance of 0.1502, market risk adjusted performance of 0.7251, and Semi Deviation of 2.09 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, QORIA holds a performance score of 15. The company holds a Beta of 0.57, which implies possible diversification benefits within a given portfolio. As returns on the market increase, QORIA's returns are expected to increase less than the market. However, during the bear market, the loss of holding QORIA is expected to be smaller as well. Please check QORIA's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether QORIA's historical price patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
QORIA has poor predictability. Overlapping area represents the amount of predictability between QORIA time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of QORIA price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current QORIA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
QORIA lagged returns against current returns
Autocorrelation, which is QORIA stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting QORIA's stock expected returns. We can calculate the autocorrelation of QORIA returns to help us make a trade decision. For example, suppose you find that QORIA has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
QORIA regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If QORIA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if QORIA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in QORIA stock over time.
Current vs Lagged Prices |
| Timeline |
QORIA Lagged Returns
When evaluating QORIA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of QORIA stock have on its future price. QORIA autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, QORIA autocorrelation shows the relationship between QORIA stock current value and its past values and can show if there is a momentum factor associated with investing in QORIA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for QORIA Stock Analysis
When running QORIA's price analysis, check to measure QORIA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy QORIA is operating at the current time. Most of QORIA's value examination focuses on studying past and present price action to predict the probability of QORIA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move QORIA's price. Additionally, you may evaluate how the addition of QORIA to your portfolios can decrease your overall portfolio volatility.